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snpnet - Efficient Lasso Solver for Large-scale genetic variant data

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Hello! I'm not sure if this is correct venue to submit an issue as it may be user error so apologies if there is a better way to do this....

Is it normal to have a lot of variables with rank 100 when L=100 (default)? ![rank00](https://user-images.githubusercontent.com/30366447/120260848-8aaf1d80-c24b-11eb-8da3-7104aebcfd99.png)

We might want to consider the use of `mem.save=TRUE` option in `glmnetPlus::glmnet()` for gaussian family. https://github.com/junyangq/glmnetPlus/pull/5/files